List of Articles TVP

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  1 - نحوه اثرگذاری مهم‌ترین متغیرهای مؤثر بر ساز و کار انتقال سیاست پولی در اقتصاد ایران با رویکرد الگو‌های خودرگرسیون برداری تعمیم یافته پارامتر متغیر زمان
  مجید رحیمی کامران ندری مهدی یزدانی
  10.30495/jae.2021.19203
• Open Access Article
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  2 - The Effect of Uncertainty of Macroeconomic Indices on Tehran Stock Exchange Returns with the Approach of Randomized Fluctuations Models with Time Variations
  Samaneh Tarighi Taghi Torabi Farhad Ghaffari Abbas Memarnezhad
• Open Access Article
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  3 - Providing a model for measuring the impact of economic policy uncertainty on information asymmetry
  Mehdi Avazzadeh Taziani Mohammad Hossein Ranjbar Hossein Badiei Bizhan Abedini
  10.22034/amfa.2023.1954481.1718
• Open Access Article
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  4 - The Role of Islamic Republic of Iran in Promoting Economic Justice in the last Three Decades: The TVP Approach
  Mohammad Ali Motafaker Azad Seyed Kamal Sadegi Seyed Abbas Mousaviyan Ahmad Asadzadeh Habib Aghajani
  10.30495/qjopm.2019.665043
• Open Access Article
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  5 - Surveying the Monetary Shocks Impact on the Income-Expenditure Relationship in the Iran's Government with the Approach of TVPFAVAR
  jaber akbari sadegh bakhtiari morteza sameti homayoun ranjbar
• Open Access Article
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  6 - Dynamic Relationship between Energy Consumption and Economic Growth in Iran
  Maryam Khoshnevis Asma Shiri Azam Shiri
• Open Access Article
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  7 - Investigating the impact of financial and monetary shocks on inflation, emphasizing the intermediary role of banks Using TVP-FAVAR models
  نعمت فلیحی hossein Amiri Sedigheh Soltani
  https://doi.org/10.71818/ecj.2024.1062415
• Open Access Article
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  8 - ارزیابی تاثیر توسعه مالی بر اقتصاد زیرزمینی در ایران (مبتنی بر چارچوب مدل TVP-FAVAR)
  سید محمد رضا شریفی علی حقیقت مهرزاد ابراهیمی عباس امینی فرد
• Open Access Article
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  9 - Modeling the impacts of OPEC oil price fluctuations on the Iranian investors sentiments- nonlinear and time-varying parameter
  S. Kazem Chavoshi Arefeh Sharifi
  10.30495/fed.2023.698842
• Open Access Article
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  10 - Analysis the effects of monetary policy on stock prices in the Iranian economy; Method of Bayesian Averaging and Augmented Time Varying Parameter- Vector Autoregression Approach
  Maryam Rouhani Mahmoud Houshmand M. Taher Ahmadi Shadmehri
  10.30495/fed.2024.709338
• Open Access Article
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  11 - The relationship between the selected industries index of Iran Stock Exchange in a quantile time: Investigation of high, low and medium efficiency states (TVP-Quantile VAR approach)
  Mehdi Shirafkan Lemso Hamidreza Izadi yaser sistani bandoee
  10.30495/fed.2023.707988
• Open Access Article
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  12 - Factor Variability Test in Stock Return Forecasting Using Dynamic Model Averaging (DMA)
  hosein maghsoud hamedreza vakilifard Taghi Torabi
• Open Access Article
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  13 - Analysing the Impacts of Fiscal Policy on Assets Price in Iran; An Augmented Time Varying Parameter- Vector Autoregression Approach
  Maryam Rohani Mahmoud Houshmand Mohammad taher Ahmadi Shadmehri
• Open Access Article
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  14 - Investigating return and volatility spillovers among selected industries of the Iranian stock market: TVP-VAR Extended Joint and DCC-GARCH approaches
  Hadi  Esmaeilpour Moghadam Emad Sharifbagheri